Variational problem in the non-negative orthant of R^3: reflective faces and boundary influence cones
From MaRDI portal
Publication:383236
Recommendations
- Explicit solutions for variational problems in the quadrant
- Optimal paths in large deviations of symmetric reflected Brownian motion in the octant
- A lemma of variational distance between maximal functions with application to the skorokhod problem in a nonnegative orthant with state-dependent reflection directions
- Sur la récurrence positivedu mouvement brownien réflechidans l'orthant positif de
- Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures
Cites work
- A Partition Theorem for Euclidean n-Space
- A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.
- Brownian models of open queueing networks with homogeneous customer populations∗
- Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
- Explicit solutions for variational problems in the quadrant
- scientific article; zbMATH DE number 786517 (Why is no real title available?)
- Large deviations of the steady-state distribution of reflected processes with applications to queueing systems
- Lyapunov functions for semimartingale reflecting Brownian motions
- Nonlinear Programming
- On the number of solutions to the complementarity problem and spanning properties of complementary cones
- On the stability of the linear Skorokhod problem in an orthant
- Positive recurrence of reflecting Brownian motion in three dimensions
- Recurrence and transience of reflecting Brownian motion in the quadrant
- Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution
- Regulations dÉterminates et stochastiques dans le premier “orthant” de RN
- Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes
- Sur la récurrence positivedu mouvement brownien réflechidans l'orthant positif de
Cited in
(4)- Light tail asymptotics in multidimensional reflecting processes for queueing networks
- A multi-dimensional SRBM: geometric views of its product form stationary distribution
- Splitting algorithms for rare events of semimartingale reflecting Brownian motions
- Optimal paths in large deviations of symmetric reflected Brownian motion in the octant
This page was built for publication: Variational problem in the non-negative orthant of \(\mathbb{R}^{3}\): reflective faces and boundary influence cones
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q383236)